메뉴 건너뛰기




Volumn 177, Issue 1, 2010, Pages 91-114

Re-solving stochastic programming models for airline revenue management

Author keywords

Multi stage models; Revenue management; Stochastic programming

Indexed keywords


EID: 77952554178     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-009-0603-7     Document Type: Article
Times cited : (43)

References (25)
  • 1
    • 3042702298 scopus 로고    scopus 로고
    • Approximation to multistage stochastic optimization in multiperiod batch plant scheduling under demand uncertainty
    • Balasubramanian, J., & Grossmann, I. (2004). Approximation to multistage stochastic optimization in multiperiod batch plant scheduling under demand uncertainty. Ind. Eng. Chem. Res., 43, 3695-3713.
    • (2004) Ind. Eng. Chem. Res. , vol.43 , pp. 3695-3713
    • Balasubramanian, J.1    Grossmann, I.2
  • 2
    • 33644664386 scopus 로고    scopus 로고
    • Horizon and stages in applications of stochastic programming in finance
    • Bertocchi, M., Moriggia, V., & Dupacova, J. (2006). Horizon and stages in applications of stochastic programming in finance. Annals of Operations Research, 142(1), 63-78.
    • (2006) Annals of Operations Research , vol.142 , Issue.1 , pp. 63-78
    • Bertocchi, M.1    Moriggia, V.2    Dupacova, J.3
  • 3
    • 14644429002 scopus 로고    scopus 로고
    • Simulation-based booking limits for airline revenue management
    • Bertsimas, D., & De Boer, S. (2005). Simulation-based booking limits for airline revenue management. Operations Research, 53(1), 90-106.
    • (2005) Operations Research , vol.53 , Issue.1 , pp. 90-106
    • Bertsimas, D.1    de Boer, S.2
  • 4
    • 0022129190 scopus 로고
    • Decomposition and partitioning methods for multistage stochastic linear programs
    • Birge, J. R. (1985). Decomposition and partitioning methods for multistage stochastic linear programs. Operations Research, 33(5), 989-1007.
    • (1985) Operations Research , vol.33 , Issue.5 , pp. 989-1007
    • Birge, J.R.1
  • 6
    • 0003130576 scopus 로고    scopus 로고
    • A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
    • Birge, J. R., Donohue, C. J., Holmes, D. F., & Svintsitski, O. G. (1996). A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs. Mathematical Programming, 75, 327-352.
    • (1996) Mathematical Programming , vol.75 , pp. 327-352
    • Birge, J.R.1    Donohue, C.J.2    Holmes, D.F.3    Svintsitski, O.G.4
  • 7
    • 0036656492 scopus 로고    scopus 로고
    • Asymptotic behavior of an allocation policy for revenue management
    • Cooper, W. L. (2002). Asymptotic behavior of an allocation policy for revenue management. Operations Research, 50, 720-727.
    • (2002) Operations Research , vol.50 , pp. 720-727
    • Cooper, W.L.1
  • 8
    • 70449623524 scopus 로고    scopus 로고
    • Some decomposition methods for revenue management
    • Cooper, W. L., & Homem-de-Mello, T. (2007). Some decomposition methods for revenue management. Transportation Science, 41(3), 332-353.
    • (2007) Transportation Science , vol.41 , Issue.3 , pp. 332-353
    • Cooper, W.L.1    Homem-de-Mello, T.2
  • 12
    • 34249957971 scopus 로고
    • MSLiP: A computer code for the multistage stochastic linear programming problem
    • Gassmann, H. I. (1990). MSLiP: A computer code for the multistage stochastic linear programming problem. Mathematical Programming, 47, 407-423.
    • (1990) Mathematical Programming , vol.47 , pp. 407-423
    • Gassmann, H.I.1
  • 13
    • 77952552201 scopus 로고    scopus 로고
    • A stochastic programming model for network resource utilization in the presence of multi-class demand uncertainty
    • In W. T. Ziemba & S. W. Wallace (Eds.)
    • Higle, J. L., & Sen, S. (2006). A stochastic programming model for network resource utilization in the presence of multi-class demand uncertainty. In W. T. Ziemba & S. W. Wallace (Eds.), Applications of stochastic programming. SIAM series on optimization.
    • (2006) Applications of stochastic programming. SIAM series on optimization.
    • Higle, J.L.1    Sen, S.2
  • 15
    • 0022715033 scopus 로고
    • A bank asset and liability management model
    • Kusy, M. I., & Ziemba, W. T. (1986). A bank asset and liability management model. Operations Research, 34, 356-376.
    • (1986) Operations Research , vol.34 , pp. 356-376
    • Kusy, M.I.1    Ziemba, W.T.2
  • 17
    • 0000514655 scopus 로고
    • Scenarios and policy aggregation in optimization under uncertainty
    • Rockafellar, R. T., & Wets, R. J.-B. (1991). Scenarios and policy aggregation in optimization under uncertainty. Mathematics of Operations Research, 16(1), 119-147.
    • (1991) Mathematics of Operations Research , vol.16 , Issue.1 , pp. 119-147
    • Rockafellar, R.T.1    Wets, R.J.-B.2
  • 18
    • 77950512601 scopus 로고    scopus 로고
    • Monte Carlo sampling methods
    • A. Ruszczyński and A. Shapiro (Eds.), Amsterdam: Elsevier Science
    • Shapiro, A. (2003). Monte Carlo sampling methods. In A. Ruszczyński & A. Shapiro (Eds.), Handbook of stochastic optimization. Amsterdam: Elsevier Science.
    • (2003) Handbook of Stochastic Optimization
    • Shapiro, A.1
  • 19
    • 0032639078 scopus 로고    scopus 로고
    • Airline yield management with overbooking, cancellations, and no-shows
    • Subramanian, J., Stidham, S., & Lautenbacher, C. J. (1999). Airline yield management with overbooking, cancellations, and no-shows. Transportation Science, 33, 147-168.
    • (1999) Transportation Science , vol.33 , pp. 147-168
    • Subramanian, J.1    Stidham, S.2    Lautenbacher, C.J.3
  • 20
    • 0032656182 scopus 로고    scopus 로고
    • A randomized linear programming method for computing network bid prices
    • Talluri, K., & van Ryzin, G. (1999). A randomized linear programming method for computing network bid prices. Transportation Science, 33, 207-216.
    • (1999) Transportation Science , vol.33 , pp. 207-216
    • Talluri, K.1    van Ryzin, G.2
  • 22
    • 61349175246 scopus 로고    scopus 로고
    • On the choice based linear programming model for network revenue management
    • van Ryzin, G., & Liu, Q. (2008). On the choice based linear programming model for network revenue management. Manufacturing & Service Operations Management, 10, 288-310.
    • (2008) Manufacturing & Service Operations Management , vol.10 , pp. 288-310
    • van Ryzin, G.1    Liu, Q.2
  • 23
    • 61349103795 scopus 로고    scopus 로고
    • Simulation-based optimization of virtual nesting controls for network revenue management
    • (in press)
    • van Ryzin, G., & Vulcano, G. (2008, in press). Simulation-based optimization of virtual nesting controls for network revenue management. Operations Research.
    • (2008) Operations Research.
    • van Ryzin, G.1    Vulcano, G.2
  • 24
    • 0027644750 scopus 로고
    • Modeling the customer arrival process and comparing decision rules in perishable asset revenue management situations
    • Weatherford, L. R., Bodily, S. E., & Pfeifer, P. (1993). Modeling the customer arrival process and comparing decision rules in perishable asset revenue management situations. Transportation Science, 27, 239-251.
    • (1993) Transportation Science , vol.27 , pp. 239-251
    • Weatherford, L.R.1    Bodily, S.E.2    Pfeifer, P.3
  • 25


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.